When time came to plan one of the most important “Criminal Minds” episodes of the season, producers looked no further than their backyard, tapping star Matthew Gray Gubler to direct tonight’s “Where Has Prentiss Gone?” outing. The pressure of helming such a pivotal episode was not lost on the multi-hyphenate, but to hear Matthew tell it, this experience was infinitely more relaxing than his first turn behind the camera since he wasn’t as comically overprepared.

What this turn of events means for Prentiss’ future on the show was one of the first questions I tackled with Matthew when we chatted the other day about all things “Criminal Minds,” what his next step might be and why it very well might scare the pants off of you.

Matthew Gray Gubler: It was equally exhilarating and fun. A lot of neuroses went into the first one given the nature of it being my initial foray into super big budget entertainment making. I was comically over prepared – ready for rain, hail, to work the craft service table or steam the costumes I thought it was going to be like an independent film where you have to do everything yourself [laughs] but I learned that other people do that. This time around, I was a little less nervous.

PW: The episode is called “Lauren” and revolves majorly around Prentiss, right?

Matthew: Yes, it’s a very special episode because it’s her finale for the season. That in itself was a real big responsibility and an honor. Paget [Brewster] actually asked that I direct this one, so that vote of confidence went a long way. I was just honored they would have me back – especially to do such an important episode.

PW: What else can you tell me about it?

Matthew: Because of the world we’re in, it’s much different than many of our episodes –there’s a lot of character stuff and crazy espionage action scenes. Lots of gunplay, hand grenades and the kind of action we don’t normally do.

PW: So is Prentiss dying or disappearing or what?

Matthew: I don’t want to give away too much, but then again, I don’t know much about the longterm plan. We’re in a weird gray area. The ending is very much open to interpretation.

PW: The last time you directed an episode, John Waters emailed you — who are you hoping reaches out tonight?

Matthew: Werner Herzog! [adopts German accent] “Matthew, that was a very nice episode.” [laughs] That was such a surreal email to receive, but I just hope that the fans like this one – I think they’ll be very pleased.

PW: Do you ever just take a step back and marvel at how wildly successful this show has become?

Matthew: [laughs] I know, it’s crazy. I’ve been so lucky and blessed — six years ago, I didn’t know what a rarity it was for a show to run this long. I mean, “Criminal Minds” was like my second audition ever, so I didn’t even know what a rarity it was to be on a show, let alone a successful one. I just showed up to make something sincere, so I’m very glad and thankful that it’s been so well-received and loved and cared for all these years. Just the other day Shemar [Moore] told me he’s been in 17 pilots and only one has gone past two episodes!” I really didn’t realize what a lottery I had won.

PW: Obviously there will come a day when the show wraps up — any thoughts on what you’d like to do next? Movies? More TV? Theater?

Matthew: I don’t know, I just love entertaining. I will do anything – stand-up comedy, video games, fencing, internet shorts – I just want to keep being lucky enough to entertain people anyway I can. I try never to limit my art to a medium – I’ve seen commercials that are as moving as feature films and feature films that are as bad as Michelin commercials. Great things come in all shapes and sizes.

Matthew: [laughs] Oh man! I like it! I like where your heads at. That’s my next project after the show. Breaking news: Stand-up comedy meets ‘Grand Theft Auto.’ America’s been begging for it!

PW: Most artists have a Dream Project in their back pocket at all times — what’s yours?

Matthew: I’ve got things percolating – less characters though and more worlds that I hope to one day inhabit. They’re all in the vein of strange Disney horror films that were made for kids in the late 70’s. One was called “Something Wicked This Way Comes” – I’d like to see a movie like that.

PW: Nice — I loved getting scared by “The Witches” or “Legend” as a kid.

Matthew: Yea, yea, yea, yea! And there’s a lack of them nowadays – the PTC has disrupted the ability to deliver that stuff. But look at Grimm fairy tales. The original writings were incredibly frightening but so compelling. I’d like to reprise that.